+741.1%
DECK vs MTB
+171.4%
+569.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | -2.2% | +1.7% | -3.9% | -2.9% |
| 30D | -13.6% | -4.2% | -9.4% | -12.1% |
| 3M | -21.2% | +8.9% | -30.1% | -23.9% |
| 6M | -21.1% | +10.9% | -32.0% | -24.3% |
| YTD | -17.2% | +21.5% | -38.7% | -23.5% |
| 1Y | -30.7% | +21.9% | -52.7% | -36.3% |
| 3Y | -3.4% | +109.2% | -112.6% | -28.5% |
| 5Y | +25.5% | +102.0% | -76.4% | -7.9% |
| All | +741.1% | +171.4% | +569.7% | +319.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling